120 citations · 979 across the 119 of their papers we have counts for
13 papers · 1 filter
Well-posedness of supercritical SDE driven by Lévy processes with irregular drifts
Zhen-Qing Chen, Xicheng Zhang, Guohuan Zhao
In this paper, we study the following time-dependent stochastic differential equation (SDE) in : $$ d X_{t}= σ_t(X_{t-}) d Z_t + b_t(X_{t})d t, \quad X_{0}=x\in {\bf R}^…
Heat kernels for time-dependent non-symmetric stable-like operators
Zhen-Qing Chen, Xicheng Zhang
When studying non-symmetric nonlocal operators $$ {\cal L} f(x) = \int_{{\bf R}^d} \left( f(x+z)-f(x)-\nabla f(x)\cdot z 1_{\{|z|\leq 1\}} \right) \frac{κ(x, z)}{|z|^{d+α}} d z , $…
Heat kernel estimates for time fractional equations
Zhen-Qing Chen, Panki Kim, Takashi Kumagai +1
In this paper, we establish existence and uniqueness of weak solutions to general time fractional equations and give their probabilistic representations. We then derive sharp two-s…
Skeleton decomposition and law of large numbers for supercritical superprocesses
Zhen-Qing Chen, Yan-Xia Ren, Ting Yang
The goal of this paper has two-folds. First, we establish skeleton and spine decompositions for superprocesses whose underlying processes are general symmetric Hunt processes. Seco…
criterion for a class of multitype superdiffusions with non-local branching mechanisms
Zhen-Qing Chen, Yan-Xia Ren, Renming Song
In this paper, we provide a pathwise spine decomposition for multitype superdiffusions with non-local branching mechanisms under a martingale change of measure. As an application o…
Superdiffusions with large mass creation --- construction and growth estimates
Zhen-Qing Chen, Janos Englander
Superdiffusions corresponding to differential operators of the form $\LL u+βu-αu^{2}$ with large mass creation term are studied. Our construction for superdiffusions with large…